+649.8%
CSCO vs GDX
+195.1%
+454.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.4% | +0.7% | +4.6% |
| 7D | -2.9% | +15.6% | -18.5% | -4.5% |
| 30D | -16.7% | +2.4% | -19.1% | -17.0% |
| 3M | -18.4% | +1.7% | -20.2% | -18.8% |
| 6M | +2.9% | -3.3% | +6.2% | +2.7% |
| YTD | +30.4% | +6.6% | +23.8% | +28.0% |
| 1Y | +41.4% | +27.0% | +14.4% | +35.9% |
| 3Y | +104.7% | +243.4% | -138.7% | +73.5% |
| 5Y | +96.9% | +194.2% | -97.2% | +67.7% |
| 10Y | +321.5% | +310.1% | +11.3% | +231.7% |
| All | +649.8% | +195.1% | +454.7% | +405.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling